RE: st: Test of ordered probit vs ordinary probits

Thanks, Richard - again, very helpful. I've got a lot of reading to
catch up on!!
--Mark
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of
> Richard Williams
> Sent: 01 November 2007 13:57
> To: statalist@hsphsun2.harvard.edu; statalist@hsphsun2.harvard.edu
> Subject: RE: st: Test of ordered probit vs ordinary probits
>
> At 06:14 AM 11/1/2007, Schaffer, Mark E wrote:
> >This takes me back to my original example of a bunch of separate
> >probits, but this time contrasted with, e.g., the default behavior of
> >-gologit2- (with link(pr) to make it a generalized ordered probit).
> >The latter imposes only the constraint that the cutoffs are ordered,
> >corresponding to order-ability of the outcome variable. How
> would you
> >test this constraint?
>
> Actually, an unconstrained gologit doesn't even impose that
> constraint. Indeed, Clogg argued that the model isn't
> ordinal (or at least need not be ordinal). You can even
> rearrange the categories of Y and still get about the same
> fit! Since unconstrained gologit has as many parameters as
> mlogit, this actually isn't that surprising.
>
> This handout talks about possible interpretations of a gologit model:
>
> http://www.nd.edu/~rwilliam/gologit2/RWNASUG2006.pdf
>
> One of the ideas tossed out is that the same Y could be
> ordinal in different ways, e.g. it might be ordered Strongly
> Disagree to Strongly Agree; or it might be ordered
> indifferent to feel strongly (either agree or disagree). For
> some independent vars, the first ordering may be appropriate,
> but for others the 2nd ordering may be appropriate.
>
> This isn't really answering your question. But, informal
> checks, I think, would include looking for sign flips across
> equations. Usually, differences in coefficients across
> equations are just a matter of degree (e.g. they're all
> positive but differ in
> magnitude) but if you see them changing sign then that
> suggests the relationship is not ordinal or perhaps
> differently-ordinal (i.e. the var should be coded
> differently, as I suggest above).
>
>
>
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
> HOME: (574)289-5227
> EMAIL: Richard.A.Williams.5@ND.Edu
> WWW: http://www.nd.edu/~rwilliam
>
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